-15.8%
F vs EFX
-31.2%
+15.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | +1.6% | +2.7% | -1.2% | +0.5% |
| 30D | +2.6% | +33.1% | -30.5% | -8.7% |
| 3M | -8.8% | +8.2% | -17.0% | -12.3% |
| 6M | +4.6% | +10.2% | -5.5% | -1.5% |
| YTD | -1.9% | -11.8% | +9.9% | +0.6% |
| 1Y | -0.8% | -6.1% | +5.3% | -1.4% |
| 3Y | +43.5% | +7.5% | +36.0% | +22.5% |
| All | -15.8% | -31.2% | +15.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling